Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47405.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: -0.253 %¶

This Week¶

Return: -0.253 %¶

Total¶

Return: 55.199 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.490000 768.400000 95.400000 14.180000 673.000000
HEBA B 70 -2.860000 2730.000000 94.000000 3.570000 2636.000010
Nordea Bank Abp 29 0.080000 3517.700000 63.700000 1.840000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.850000 388.600000 33.600000 9.460000 355.000000
Resurs Holding 22 -1.410000 601.480000 27.480000 4.790000 573.999998
SAAB B 8 -0.470000 3404.000000 27.000000 0.800000 3377.000000
AcadeMedia 12 0.540000 582.480000 25.480000 4.570000 557.000004
Swedbank A 3 -0.380000 587.100000 23.100000 4.100000 564.000000
OEM International B 7 -0.380000 545.300000 17.300000 3.280000 527.999997
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.500000 539.800000 12.800000 2.430000 527.000000
Securitas B 6 -1.800000 577.440000 7.440000 1.310000 570.000000
Corem Property Group B 59 -4.950000 583.220000 6.220000 1.080000 576.999999
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.550000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.220000 528.800000 -3.200000 -0.600000 532.000000
Handelsbanken A 5 0.140000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 -0.670000 563.850000 -19.150000 -3.280000 582.999984
Boozt 12 -2.160000 1634.400000 -19.600000 -1.190000 1653.999996
International Petroleum Corp. 5 -1.390000 566.000000 -28.570000 -4.810000 594.565215
Essity B 2 1.010000 539.800000 -34.200000 -5.960000 574.000000
CTEK 13 -2.300000 497.900000 -36.100000 -6.760000 533.999999
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Sampo Oyj SDB 7 0.560000 3801.000000 -49.000000 -1.270000 3850.000000
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 2.800000 2860.000000 -111.000000 -3.740000 2971.000006
OX2 18 1.310000 1464.300000 -199.700000 -12.000000 1663.999992
Axfood 13 1.420000 3516.500000 -239.500000 -6.380000 3756.000001
Ovzon 52 -2.060000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46009.110000 -879.460000 -2.51442% 46888.564618

Updated:¶

'2023-01-30 10:40:32.013821'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶